Spatio-temporal hydro forecasting of multireservoir inflows for hydro-thermal scheduling

DOI10.1016/j.ejor.2016.05.011zbMath1346.90547OpenAlexW2372328209MaRDI QIDQ323521

Timo Lohmann, Steffen Rebennack, Amanda S. Hering

Publication date: 7 October 2016

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2016.05.011

zbMATH Keywords

forecastingperiodic autoregressive (PAR) modelspace-time modelsstochastic dual dynamic programming (SDDP)stochastic hydro-thermal scheduling

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Deterministic scheduling theory in operations research (90B35) Case-oriented studies in operations research (90B90)

Related Items

A combined SDDP/Benders decomposition approach with a risk-averse surface concept for reservoir operation in long term power generation planning ⋮ Stochastic Dual Dynamic Programming for Multiechelon Lot Sizing with Component Substitution ⋮ Stochastic dual dynamic integer programming ⋮ A hybrid robust-stochastic optimization approach for day-ahead scheduling of cascaded hydroelectric system in restructured electricity market ⋮ Duality and sensitivity analysis of multistage linear stochastic programs ⋮ Electric power infrastructure planning under uncertainty: stochastic dual dynamic integer programming (SDDiP) and parallelization scheme ⋮ Statistical analysis of complex and spatially dependent data: a review of object oriented spatial statistics ⋮ Stochastic short-term hydropower planning with inflow scenario trees ⋮ Dynamic convexification within nested Benders decomposition using Lagrangian relaxation: an application to the strategic bidding problem ⋮ A successive linear programming algorithm with non-linear time series for the reservoir management problem ⋮ A new convergent hybrid learning algorithm for two-stage stochastic programs ⋮ High-Performance Prototyping of Decomposition Methods in GAMS ⋮ Data-driven stochastic optimization for distributional ambiguity with integrated confidence region ⋮ Multistage adaptive robust optimization for the hydrothermal scheduling problem

Uses Software

• astsa

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Combining sampling-based and scenario-based nested Benders decomposition methods: application to stochastic dual dynamic programming
• Bidding in sequential electricity markets: the Nordic case
• Spatial dependencies of wind power and interrelations with spot price dynamics
• Stochastic inflow modeling for hydropower scheduling problems
• Dynamic sampling algorithms for multi-stage stochastic programs with risk aversion
• Stochastic dual dynamic programming applied to nonconvex hydrothermal models
• Space-time wind speed forecasting for improved power system dispatch
• Incorporating geostrophic wind information for improved space-time short-term wind speed forecasting
• Analysis of stochastic dual dynamic programming method
• On the convergence of stochastic dual dynamic programming and related methods
• Multi-stage stochastic optimization applied to energy planning
• Estimating the dimension of a model
• Cut sharing for multistage stochastic linear programs with interstage dependency
• Risk neutral and risk averse stochastic dual dynamic programming method
• Sharing cuts under aggregated forecasts when decomposing multi-stage stochastic programs
• Long- and Medium-term Operations Planning and Stochastic Modelling in Hydro-dominated Power Systems Based on Stochastic Dual Dynamic Programming
• Modelling Hydro Reservoir Operation in a Deregulated Electricity Market
• Applied Spatial Statistics for Public Health Data
• Powering Up With Space-Time Wind Forecasting
• USE OF THE PAR(p) MODEL IN THE STOCHASTIC DUAL DYNAMIC PROGRAMMING OPTIMIZATION SCHEME USED IN THE OPERATION PLANNING OF THE BRAZILIAN HYDROPOWER SYSTEM
• Calibrated Probabilistic Forecasting at the Stateline Wind Energy Center
• A new look at the statistical model identification